+108.8%
JCI vs BTDR
+16.5%
+92.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.1% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | -7.7% | +32.7% | -40.4% | -9.3% |
| 3M | +2.8% | -28.4% | +31.1% | +3.8% |
| 6M | +7.2% | +51.7% | -44.5% | +3.3% |
| YTD | +20.0% | +2.9% | +17.1% | +17.3% |
| 1Y | +33.3% | -15.5% | +48.7% | +30.5% |
| 3Y | +161.3% | 0.0% | +161.3% | +143.0% |
| 5Y | +108.8% | +16.5% | +92.3% | +91.8% |
| All | +108.8% | +16.5% | +92.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling